Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51673.73 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48474.67 Kr¶

PnL: ---------------------------------------> -612.9 Kr¶

DD now: ---------------------------------> -0.521 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:03:27.379663'

Anic Portfolio¶

Today¶

Return: 0.067 %¶

This Week¶

Return: 8.724 %¶

Total¶

Return: 69.167 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.570000 798.400000 125.400000 18.630000 673.000000
Nordea Bank Abp 29 1.020000 3567.580000 113.580000 3.290000 3453.999992
SAAB B 8 1.480000 3467.200000 90.200000 2.670000 3377.000000
HEBA B 70 1.700000 2719.500000 83.500000 3.170000 2636.000010
Swedbank A 3 2.740000 617.700000 53.700000 9.520000 564.000000
Resurs Holding 22 1.120000 618.200000 44.200000 7.700000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.450000 594.000000 37.000000 6.640000 557.000004
Samhällsbyggnadsbo. i Norden B 20 1.920000 387.200000 32.200000 9.070000 355.000000
Intrum 4 2.740000 554.200000 27.200000 5.160000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Norva24 Group 16 -2.220000 563.200000 20.200000 3.720000 543.000000
Securitas B 6 2.060000 583.800000 13.800000 2.420000 570.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.320000 4.320000 1.760000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Handelsbanken A 5 0.320000 546.000000 0.000000 0.000000 546.000000
Corem Property Group B 59 1.730000 573.480000 -3.520000 -0.610000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Boozt 12 0.660000 1641.600000 -12.400000 -0.750000 1653.999996
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 2.340000 511.550000 -22.450000 -4.200000 533.999999
International Petroleum Corp. 5 0.270000 564.000000 -30.570000 -5.140000 594.565215
Essity B 2 -1.320000 538.200000 -35.800000 -6.240000 574.000000
Vivesto 1368 -2.240000 548.290000 -64.710000 -10.560000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
OX2 22 4.540000 1850.200000 -138.800000 -6.980000 1989.000002
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
Axfood 15 -3.530000 3891.000000 -409.000000 -9.510000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48474.670000 -612.900000 -0.52104% 49087.564636

Updated:¶

'2023-02-01 12:03:40.552114'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶